-1.2%
BSX vs LTH
+150.3%
-151.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -8.2% | -3.7% | -4.5% | -7.7% |
| 30D | -15.8% | -5.3% | -10.5% | -15.2% |
| 3M | -10.8% | +24.2% | -35.0% | -13.8% |
| 6M | -38.4% | +54.8% | -93.2% | -42.6% |
| YTD | -54.8% | +56.1% | -110.9% | -58.1% |
| 1Y | -59.0% | +45.5% | -104.6% | -61.6% |
| 3Y | -20.0% | +155.9% | -175.9% | -31.5% |
| All | -1.2% | +150.3% | -151.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling